3 Answers
3

In books, you often see the italics used to distinguish when something is said mentally, instead of out loud. Sometimes italics are also used for flashbacks.

In advertising, I suppose you could use italics to make people ponder the quote more, irrespective of whether the quote is said out loud, or only thought internally.

Oakland A's fan: This is going to be your year.

In the first of your two examples, the first part ("A man said the other day") and the second part ("Why are all the trees orange?") get treated "evenly" by the human eye, and the quotes "clutter" the visual.

In the second example, the eyes are drawn toward the italics, and the first part seems more incidental. I can see why advertisers would prefer this format.

In general, I think the quote should begin with a capital letter. As I showed in my example, there should be punctuation before the "quote" – but it needn't always be a comma.

Thank you. If it needn't be a capital letter, what would it be?
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Warren van RooyenOct 5 '12 at 8:10

It should be a capital letter most of the time. However, as you inferred, in the context of advertising, grammatical rules can be broken for the sake of visual appeal. For example, some years ago, and American company ran an ad campaign with this tagline: if you want to capture someone's attention, whisper. In that case, an agency might decide to skip the upper-case "I" in "if" to keep the entire quote diminutive.
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J.R.Oct 5 '12 at 8:22

Thank you JR. You also mentioned that it needn't be a comma. If so, what else could it be?
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Warren van RooyenOct 5 '12 at 8:27

What's in the example? I suggest reading about where you can use a colon on this page
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J.R.Oct 5 '12 at 8:39

Are you sure all your readers know that italics indicate quotes? I am not sure that everyone does. I think however that most everyone knows that quotes are for quotes. On the other hand, in the articles I read, italics are seldom used but that might be a good reason to use them. It depends on whether it is more important to be different or to be proper or is it more important to be understood.

As for commas, you say must. I am not an expert, but I would say that sometimes we want the words to flow together and sometimes we need a clear separation. There are times when a colon would be appropriate instead of a comma to introduce a quote.